+54.9%
OVV vs ARMK
+130.7%
-75.8%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.8% | +3.8% | +3.5% |
| 7D | +1.2% | +2.8% | -1.6% | -0.4% |
| 30D | -2.5% | -1.8% | -0.8% | -2.0% |
| 3M | +0.5% | -10.9% | +11.4% | +6.1% |
| 6M | +8.5% | +21.2% | -12.8% | -4.5% |
| YTD | +64.5% | +47.0% | +17.4% | +28.2% |
| 1Y | +64.7% | +42.9% | +21.8% | +30.2% |
| 3Y | +54.1% | +95.0% | -40.9% | -1.3% |
| 5Y | +95.4% | +106.2% | -10.8% | +17.4% |
| 10Y | +54.9% | +131.6% | -76.7% | +11.5% |
| All | +54.9% | +130.7% | -75.8% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ARMK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling